Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.608163 | 4.7108 | 8e-06 |
2 | 0.475745 | 3.6851 | 0.000247 |
3 | 0.350323 | 2.7136 | 0.004338 |
4 | 0.337657 | 2.6155 | 0.005627 |
5 | 0.236186 | 1.8295 | 0.036148 |
6 | 0.212217 | 1.6438 | 0.052721 |
7 | 0.08841 | 0.6848 | 0.248046 |
8 | 0.03188 | 0.2469 | 0.402898 |
9 | 0.043972 | 0.3406 | 0.367295 |
10 | 0.100197 | 0.7761 | 0.220362 |
11 | 0.132741 | 1.0282 | 0.153989 |
12 | 0.103929 | 0.805 | 0.21199 |
13 | 0.030983 | 0.24 | 0.405576 |
14 | -0.062146 | -0.4814 | 0.684001 |
15 | -0.103606 | -0.8025 | 0.787293 |
16 | -0.100664 | -0.7797 | 0.780695 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.608163 | 4.7108 | 8e-06 |
1 | 0.168031 | 1.3016 | 0.099021 |
2 | 0.012116 | 0.0938 | 0.462771 |
3 | 0.125315 | 0.9707 | 0.167802 |
4 | -0.05808 | -0.4499 | 0.672793 |
5 | 0.03636 | 0.2816 | 0.389594 |
6 | -0.126233 | -0.9778 | 0.83395 |
7 | -0.05706 | -0.442 | 0.669956 |
8 | 0.083824 | 0.6493 | 0.259311 |
9 | 0.098036 | 0.7594 | 0.225298 |
10 | 0.094142 | 0.7292 | 0.234352 |
11 | -0.031964 | -0.2476 | 0.597354 |
12 | -0.10549 | -0.8171 | 0.791455 |
13 | -0.158017 | -1.224 | 0.88713 |
14 | -0.100452 | -0.7781 | 0.780215 |
15 | 0.002713 | 0.021 | 0.491652 |
16 | 0.00592 | 0.0459 | 0.481788 |